A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (Q3588801)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations |
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A deterministic-control-based approach to fully nonlinear parabolic and elliptic equations (English)
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10 September 2010
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Hamilton-Jacobi-Bellman equation
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deterministic game
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viscosity solution
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semidiscrete numerical scheme
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